Analysis run in : 2024-09-21 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -130,594 | -69,186 | -1.717196 | -1.189225 |
| 1 | equities | 1170E1 | VIX FUTURES | -6,513 | 8,598 | 1.756720 | 2.109400 |
| 2 | equities | 239742 | RUSSELL E-MINI | 2,055 | -3,370 | 1.231257 | 1.662932 |
| 3 | equities | 12460+ | DJIA Consolidated | 13,062 | 4,882 | 1.170823 | 0.452521 |
| 4 | equities | 209742 | NASDAQ MINI | 26,422 | -4,901 | 1.225002 | 1.792316 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -2,464 | -498 | 0.520043 | 0.110429 |
| 6 | rates | 043602 | UST 10Y NOTE | -1,031,926 | -83,132 | -1.485384 | -2.173014 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,559,689 | 134,060 | 0.639410 | -0.494830 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,026,637 | -14,919 | 1.126563 | 0.337945 |
| 9 | rates | 020601 | UST BOND | -92,007 | -35,408 | -2.365285 | -2.310208 |
| 10 | rates | 045601 | FED FUNDS | 178,807 | 235,228 | 3.074918 | 2.199412 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 1,790 | -18,416 | -3.345848 | -0.874840 |
| 13 | currencies | 097741 | JAPANESE YEN | 56,130 | 755 | 1.173700 | 1.884996 |
| 14 | currencies | 099741 | EURO FX | 84,545 | -8,920 | 0.823076 | 1.267449 |
| 15 | currencies | 096742 | BRITISH POUND | 67,805 | -27,478 | -0.610945 | 0.317323 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -39,216 | -25,196 | -0.961089 | 0.320801 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -75,284 | -4,347 | 1.350828 | 0.681912 |
| 18 | currencies | 095741 | MEXICAN PESO | 7,808 | -19,256 | -2.216665 | -1.882189 |
| 19 | currencies | 112741 | NZ DOLLAR | -1,890 | 1,425 | -0.322376 | -0.100562 |
| 20 | currencies | 092741 | SWISS FRANC | -18,035 | 4,200 | 1.347672 | 1.645304 |
| 21 | commodities | 133741 | BITCOIN | -1,104 | -593 | -1.195405 | -0.804854 |
| 22 | commodities | 06765T | BRENT LAST DAY | -24,370 | -1,892 | -1.395814 | -0.333748 |
| 23 | commodities | 088691 | GOLD | 307,764 | 27,137 | 1.641398 | 2.144753 |
| 24 | commodities | 085692 | COPPER- #1 | 21,267 | 7,172 | -0.546179 | -1.000077 |
| 25 | commodities | 023651 | NAT GAS NYME | -89,352 | -1,427 | 0.147707 | 0.672929 |
| 26 | commodities | 111659 | GASOLINE RBOB | 16,769 | 1,218 | -0.879875 | -1.205616 |
| 27 | commodities | 022651 | NY HARBOR ULSD | -13,971 | -6,924 | -2.554318 | -3.234480 |
| 28 | commodities | 084691 | SILVER | 56,332 | 16,227 | 1.520944 | 1.300061 |
| 29 | commodities | 076651 | PLATINUM | 21,639 | 12,712 | 0.869320 | 0.629830 |
| 30 | commodities | 002602 | CORN | -60,728 | -15,317 | 1.495578 | 1.312112 |
| 31 | commodities | 005602 | SOYBEANS | -123,074 | 9,170 | 1.336820 | 0.231096 |
| 32 | commodities | 001602 | WHEAT-SRW | -18,202 | 1,838 | 2.078172 | 1.380373 |
| 33 | commodities | 001612 | WHEAT-HRW | -8,248 | 104 | 2.055034 | 1.356410 |
| 34 | commodities | 057642 | LIVE CATTLE | 59,122 | -1,869 | -1.260657 | -1.389641 |
| 35 | commodities | 054642 | LEAN HOGS | 47,595 | 4,271 | 1.663910 | 0.028384 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 65,945 | 19,462 | 1.281790 | 1.003985 |
| 37 | commodities | 033661 | COTTON NO. 2 | -22,376 | 18,867 | 0.669862 | -0.570661 |
| 38 | commodities | 083731 | COFFEE C | 67,154 | 4,659 | 0.401044 | 0.289739 |
| 39 | commodities | 073732 | COCOA | 27,409 | 3,415 | 2.250985 | 1.640580 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,875 | -266 | 0.845160 | 0.576056 |
Plotting plotly¶
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